Select multiple faces at once
You can toggle selecting all elements with A.
Some other basic selection tools are:

Circle select (C), which allows you to select with a brush:


Border select (B), which allows you to select with a rectangular region:


Lasso select (CtrlLMB), which allows you to select with a free form region:



To select all elements under the cursor, you can either select in Wireframe view (Z), or disable Limit selection to visible in 3D view &gt; Header:

Otherwise only visible elements will be selected. (Elements behind other geometry will be ignored).
Also see the wiki for more info about selecting.